【作者(必填)】Ser-Huang Poon,Michael Rockinger,Jonathan Tawn

【文题(必填)】Extreme Value Dependence in Financial Markets: Diagnostics, Models, and Financial Implications

【年份(必填)】2004

【全文链接或数据库名称(选填)】The Review of Financial Studies Vol. 17, No. 2, pp. 581–610
http://rfs.oxfordjournals.org/content/17/2/581.short